+2,898.2%
LITE vs ADI
+663.4%
+2,234.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.1% | -7.5% | -9.5% |
| 7D | -44.6% | -16.7% | -27.9% | -34.7% |
| 30D | -55.0% | -14.2% | -40.9% | -47.9% |
| 3M | -38.3% | -4.1% | -34.2% | -34.0% |
| 6M | -48.8% | -10.3% | -38.5% | -42.2% |
| YTD | +38.3% | +34.3% | +4.0% | +14.9% |
| 1Y | +119.0% | +54.9% | +64.1% | +63.6% |
| 3Y | +1,092.0% | +125.3% | +966.7% | +568.5% |
| 5Y | +446.1% | +113.1% | +333.0% | +211.7% |
| 10Y | +1,381.7% | +584.5% | +797.2% | +325.9% |
| All | +2,898.2% | +663.4% | +2,234.8% | +771.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling